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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Applied economics"
~isPartOf:"Economics letters"
~isPartOf:"Journal of forecasting"
~isPartOf:"Statistical papers"
~language:"eng"
~subject:"Estimation"
~subject:"Schätztheorie"
~subject:"Share price"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation
Schätztheorie
Share price
Statistical distribution
Estimation theory
1,357
Theorie
552
Theory
552
Time series analysis
229
Zeitreihenanalyse
229
Schätzung
167
Regression analysis
133
Regressionsanalyse
133
Forecasting model
106
Prognoseverfahren
106
Panel
105
Panel study
105
Nichtparametrisches Verfahren
94
Nonparametric statistics
94
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57
Statistischer Test
57
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46
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42
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42
Autocorrelation
42
Volatilität
42
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41
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41
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41
Method of moments
40
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40
USA
39
United States
39
Monte Carlo simulation
38
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38
Maximum likelihood estimation
37
Maximum-Likelihood-Schätzung
36
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35
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35
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34
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34
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3
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1,357
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Article in journal
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1,357
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1
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1
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Baltagi, Badi H.
13
Krämer, Walter
13
Hahn, Jinyong
10
Tran-van-Hoa
10
Ullah, Aman
10
Giles, David E. A.
9
Ohtani, Kazuhiro
9
Wooldridge, Jeffrey M.
9
Li, Qi
8
Parmeter, Christopher F.
8
Hassler, Uwe
7
Kumbhakar, Subal
7
Stengos, Thanasēs
7
Han, Chirok
6
Shin, Dong-wan
6
Srivastava, Virendra K.
6
Westerlund, Joakim
6
Zhang, Xinyu
6
Kim, Jong-Min
5
Lee, Lung-fei
5
Leybourne, Stephen James
5
Liu, Long
5
Pesaran, M. Hashem
5
Phillips, Garry D. A.
5
Silva, João Santos
5
Song, Seuck-heun
5
Su, Liangjun
5
Tsionas, Efthymios G.
5
Tu, Yundong
5
Abeysinghe, Tilak
4
Anatolyev, Stanislav
4
Godfrey, L. G.
4
Haldrup, Niels
4
Hall, Alastair R.
4
Henderson, Daniel J.
4
Hwang, Eunju
4
Kapetanios, George
4
King, Maxwell L.
4
Kiviet, J. F.
4
Kniesner, Thomas J.
4
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Applied economics
Economics letters
Journal of forecasting
Statistical papers
Journal of econometrics
1,600
Econometric theory
727
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
610
Econometric reviews
449
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
312
The econometrics journal
272
Journal of applied econometrics
220
Applied economics letters
198
Oxford bulletin of economics and statistics
187
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
186
European journal of operational research : EJOR
179
Journal of quantitative economics : official journal of the Indian Econometric Society
166
Econometrics : open access journal
152
International journal of forecasting
152
The review of economics and statistics
148
Economic modelling
139
Quantitative economics : QE ; journal of the Econometric Society
132
Insurance / Mathematics & economics
117
Computational economics
111
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
107
Statistics in transition : an international journal of the Polish Statistical Association
100
Journal of economic dynamics & control
91
The review of economic studies
86
American journal of agricultural economics
77
Journal of empirical finance
75
Journal of banking & finance
74
Journal of financial econometrics : official journal of the Society for Financial Econometrics
73
International economic review
70
Finance research letters
69
Metrika : international journal for theoretical and applied statistics
64
Operations research
63
Empirical economics : a quarterly journal of the Institute for Advanced Studies
61
Journal of productivity analysis
61
Journal of risk and financial management : JRFM
60
Journal of time series econometrics
59
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ECONIS (ZBW)
1,357
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1
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
2
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
Saved in:
3
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
Saved in:
4
A Markov chain model of crop conditions and intrayear crop yield forecasting
Stokes, Jeffrey R.
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 583-592
Persistent link: https://www.econbiz.de/10014532364
Saved in:
5
Forecasting exchange rates : an iterated combination constrained predictor approach
Alexandridis, Antonios K.
;
Panopulu, Aikaterinē
; …
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 983-1017
Persistent link: https://www.econbiz.de/10014554058
Saved in:
6
Forecasting GDP growth : the economic impact of COVID-19 pandemic
Vrontos, Ioannis D.
;
Galakis, John
;
Panopulu, Aikaterinē
; …
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 1042-1086
Persistent link: https://www.econbiz.de/10014554062
Saved in:
7
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
8
Empirical prediction intervals for additive Holt-Winters methods under misspecification
Yang, Boning
;
Tang, Xinyi
;
Yau, Chun Yip
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 754-770
Persistent link: https://www.econbiz.de/10014532381
Saved in:
9
Some identification results in a correlated random coefficients sample selection model
Zhu, Xun
;
Jin, Zequn
- In:
Economics letters
233
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014505133
Saved in:
10
Non-crossing convex quantile regression
Dai, Sheng
;
Kuosmanen, Timo
;
Zhou, Xun
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014505963
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